+303.9%
SPY vs DECK
+874.1%
-570.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -2.7% | +5.8% | -8.5% | -3.9% |
| 30D | -5.4% | +7.9% | -13.3% | -7.0% |
| 3M | -4.1% | -11.4% | +7.3% | -1.9% |
| 6M | +0.7% | -16.6% | +17.3% | +3.9% |
| YTD | +8.7% | -16.4% | +25.0% | +11.1% |
| 1Y | +10.9% | +8.6% | +2.2% | +6.8% |
| 3Y | +75.0% | -15.1% | +90.1% | +68.3% |
| 5Y | +67.8% | +22.9% | +44.9% | +42.3% |
| All | +303.9% | +874.1% | -570.1% | +143.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling